Recap
Ok just to close the subject, now that i had a PICKIT 2 for a week i'll put my observations here for the benefit of others:
1)
To know if a pic can be debugged in mplab without the special (expensive) idc header board , verify that it is in the right column of the supported device list and DOESN'T have an asterisk after it (see link) . Notice that some are noted partially, ex: 'PIC16F87, 88' so search carefully. The debug config flag is also noted in the datasheet's device overview section.
**broken link removed**
2)
I am happily debugging my code, which means for the Pickit 2 that i have one breakpoint and mouseovers over variables give me their values. There doesn't seem to be any kind of multi variable displays. I haven't seen the 'Step Out' activated yet even after using step into to go into a called subroutine. Might be normal, i'm new to pickit 2.
Also, it took me some time to jury-rig a icsp connector with what i had on hand. I tried IDT connectors but gave up for the moment and soldered on sawn dip sockets. Think about what you will use (2.54 mm, square pins on the pickit 2 side, use single row connector x 6). Or just buy the icsp cable (half the price of the whole pickit unit!)
For my needs, the pickit 2 programmer is really worth it, especially for the price. It is worth it to get a PIC with the debug flag, no required header and enough functions and free IO pins for your needs (ex: PIC16F88)
3)
I resolved the various, numerous and constant 'device not found' errors:
(Pardon the list but you might recognize your symptoms) :
pickit not found, usb device not recognized (windows!). Also the unit would hang or crash after a few writes (Leds indicating 'BUSY' when target circuit is unplugged and apps closed). Sometimes write+verify would seem fine but immediately verifying after this would say there is a change. Sometimes in pickit 2 app, after a crash, even after unplugging the usb and rebooting, it would say there is no OS in the unit, or need to update the firmware. Replugging the usb after reboot didn't always work with windows refusing to recognize the device
What i did to fix this (now i debug and hardly ever crashes)
a) Use the shortest USB to Pickit cable. I used the one from my camera about 5" long. I believe this fixed everything...
b) I gave my circuit using it's own power source and isolated the ICSP connections.
c) User errors: When switching to PICKIT 2 app from MPLAB, don<t forget to put the mplab debugger or programmer to 'none'. When using the uart and logic tools pay attention to replacing the proper connections for programming.
d) When i used the cable that pickit 2 came with i had problems to the point of the unit being unusable but a workaround required unplugging the usb and letting the unit sit for about 5 minutes... no less, more was better. Then windows would recognize it. So i don't know, might be some residual voltage somewhere when the unit crashes or hangs, preventing it's proper detection.
4) Useful docs:
PICmicro Mid-Range MCU Family Reference Manual.pdf
MPASM-MPLINK User's Guide.pdf
Nigel's tutorials
Good luck!